Interest Rates Products

 
 
Daily Price Limit Changes
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Interest Rates Product SlateMarket Data and Charts are delayed at least 10 minutes.
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Eurodollar GEH5 Mar 2015 99.730 0 99.735 99.740 99.730 95324
Eurodollar GEM5 Jun 2015 99.645 +0.01 99.635 99.655 99.635 146631
Eurodollar GEU5 Sep 2015 99.490 +0.015 99.475 99.515 99.475 168920
Eurodollar GEZ5 Dec 2015 99.290 +0.02 99.270 99.325 99.270 209004
Eurodollar GEH6 Mar 2016 99.090 +0.035 99.060 99.130 99.055 213654
Eurodollar GEM6 Jun 2016 98.885 +0.04 98.845 98.935 98.845 186262
Eurodollar GEU6 Sep 2016 98.690 +0.05 98.650 98.745 98.645 187341
Eurodollar GEZ6 Dec 2016 98.515 +0.055 98.470 98.575 98.465 239616
10-Year U.S. Treasury Note ZNH5 Mar 2015 129'265 +0'225 129'100 130'005 129'070 1134234
5-Year Deliverable Interest Rate Swap F1UH5 Mar 2015 103'160 b +0'115 103'100 103'220 103'095 1579
10-Year Deliverable Interest Rate Swap N1UH5 Mar 2015 109'175 a +0'295 109'065 109'165 109'055 2935
2-Year Eurodollar Bundle BU2H5 Mar 2015 99.1700 b +0.0325 - 99.1700 99.1475 -
3-Year Eurodollar Bundle BU3H5 Mar 2015 98.8475 b +0.045 - 98.8475 98.8175 -
5-Year Eurodollar Bundle BU5H5 Mar 2015 98.4200 b +0.07 - 98.4200 98.3775 -
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Eurodollar GEH5 Mar 2015 99.730 0 99.735 99.740 99.730 95324
Eurodollar GEM5 Jun 2015 99.645 +0.01 99.635 99.655 99.635 146631
Eurodollar GEU5 Sep 2015 99.490 +0.015 99.475 99.515 99.475 168920
Eurodollar GEZ5 Dec 2015 99.290 +0.02 99.270 99.325 99.270 209004
Eurodollar GEH6 Mar 2016 99.090 +0.035 99.060 99.130 99.055 213654
Eurodollar GEM6 Jun 2016 98.885 +0.04 98.845 98.935 98.845 186262
Eurodollar GEU6 Sep 2016 98.690 +0.05 98.650 98.745 98.645 187341
Eurodollar GEZ6 Dec 2016 98.515 +0.055 98.470 98.575 98.465 239616
30-Day Federal Funds ZQJ5 Apr 2015 99.870 0 99.870 99.870 99.865 3784
2-Year Eurodollar Bundle BU2H5 Mar 2015 99.1700 b +0.0325 - 99.1700 99.1475 -
3-Year Eurodollar Bundle BU3H5 Mar 2015 98.8475 b +0.045 - 98.8475 98.8175 -
5-Year Eurodollar Bundle BU5H5 Mar 2015 98.4200 b +0.07 - 98.4200 98.3775 -
Product Name Code Contract Charts Last Change Open High Low Globex Volume
Ultra T-Bond UBH5 Mar 2015 175'20 b +2'26 173'23 176'01 173'16 73283
U.S. Treasury Bond ZBH5 Mar 2015 150'06 +1'22 149'00 150'14 148'27 323343
10-Year U.S. Treasury Note ZNH5 Mar 2015 129'265 +0'225 129'100 130'005 129'070 1134234
5-Year U.S. Treasury Note ZFH5 Mar 2015 120'222 +0'107 120'140 120'267 120'127 550070
3-Year U.S. Treasury Note Z3NH5 Mar 2015 - - - - -
2-Year U.S. Treasury Note ZTH5 Mar 2015 109'242 +0'025 109'222 109'257 109'217 188321
Product Name Code Contract Charts Last Change Open High Low Globex Volume
2-Year Deliverable Interest Rate Swap T1UH5 Mar 2015 100'265 b +0'015 - 100'285 - -
5-Year Deliverable Interest Rate Swap F1UH5 Mar 2015 103'160 b +0'115 103'100 103'220 103'095 1579
10-Year Deliverable Interest Rate Swap N1UH5 Mar 2015 109'175 a +0'295 109'065 109'165 109'055 2935
30-Year Deliverable Interest Rate Swap B1UH5 Mar 2015 126'30 a +2'18 126'11 127'07 126'02 168
2-Year Euro Deliverable Interest Rate Swap T1EH5 Mar 2015 100.785 b +0.035 - 100.785 - -
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CME Group is the world's leading marketplace for trading short-, medium- and long-term interest rate derivative products. Spanning the entire U.S. dollar-denominated yield curve, our products include futures and options on the most widely followed U.S. interest rate benchmarks: Eurodollars, U.S. Treasury securities, 30-Day Fed Funds, and Interest Rate Swaps. The liquidity, transparency and security of CME Group interest rate markets provide customers around the world with safe, efficient means for managing interest rate risk. Backed by our central counterparty clearing model, we offer powerful solutions to address a wide range of risk management needs.